+75.8%
ESI vs RJF
+106.2%
-30.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | -3.8% | -2.0% | -1.8% | -2.8% |
| 3M | -13.1% | +16.3% | -29.5% | -21.4% |
| 6M | +11.3% | +16.9% | -5.6% | +0.3% |
| YTD | +44.1% | +10.4% | +33.7% | +33.3% |
| 1Y | +40.3% | +7.4% | +32.9% | +32.0% |
| 3Y | +84.1% | +72.2% | +11.8% | +25.5% |
| 5Y | +75.8% | +105.1% | -29.3% | +1.3% |
| All | +75.8% | +106.2% | -30.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling